Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.662 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 50767.54 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 32138.65 Kr¶

PnL: ---------------------------------------> -1888.35 Kr¶

DD now: ---------------------------------> -4.429 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 10:18:14.718985'

Anic Portfolio¶

Today¶

Return: 0.032 %¶

This Week¶

Return: 0.032 %¶

Total portfolio value¶

Return including deposits: 66.2 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2354.000000 165.000000 7.540000 2189.000000
Profoto Holding 7 2.120000 607.600000 25.600000 4.400000 581.999999
Addnode Group B 6 -2.490000 774.000000 22.000000 2.930000 751.999998
SynAct Pharma 9 -2.000000 660.600000 15.600000 2.420000 645.000003
Eastnine 6 0.000000 662.400000 5.400000 0.820000 657.000000
BHG Group 49 -4.940000 640.920000 1.920000 0.300000 638.999984
Addtech B 3 -1.190000 695.400000 -4.600000 -0.660000 699.999999
Volati 5 -0.880000 565.000000 -9.000000 -1.570000 574.000000
Investor B 3 -0.990000 648.300000 -9.700000 -1.470000 657.999999
Vitrolife 3 -2.460000 666.000000 -11.000000 -1.620000 677.000001
Xvivo Perfusion 3 -2.800000 832.500000 -12.500000 -1.480000 845.000001
Biotage 4 -6.590000 589.600000 -13.400000 -2.220000 603.000000
Latour B 2 -2.680000 428.600000 -20.400000 -4.540000 449.000000
NCC A 6 -2.040000 577.200000 -21.800000 -3.640000 598.999998
NCC B 7 -1.640000 630.700000 -23.300000 -3.560000 653.999997
Fortnox 10 -3.970000 644.000000 -24.000000 -3.590000 668.000000
SCA A 4 -0.830000 572.800000 -26.200000 -4.370000 599.000000
Nolato B 12 -0.780000 610.800000 -37.200000 -5.740000 648.000000
BONESUPPORT HOLDING 10 -2.560000 1182.000000 -42.000000 -3.430000 1224.000000
Balco Group 39 -0.740000 1831.050000 -43.950000 -2.340000 1874.999997
Indutrade 5 -2.540000 1267.500000 -52.500000 -3.980000 1320.000000
Creades A 7 -1.730000 535.500000 -75.500000 -12.360000 610.999998
Lundin Gold 7 0.630000 894.600000 -79.400000 -8.150000 973.999999
Ambea 68 -1.650000 2431.680000 -105.320000 -4.150000 2537.000032
Svolder B 35 -5.130000 2072.000000 -107.000000 -4.910000 2179.000005
Wästbygg Gruppen B 80 -1.580000 2496.000000 -375.000000 -13.060000 2871.000000
Sedana Medical 135 -2.480000 3825.900000 -505.100000 -11.660000 4330.999935
Bactiguard Holding B 37 -1.790000 2442.000000 -525.000000 -17.690000 2966.999993
TOTAL 32138.650000 -1888.350000 -4.42921% 34026.999938

Updated:¶

'2023-06-19 10:18:31.948638'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶